-10.7%
CMG vs ENB
+7.5%
-18.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.7% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | +7.1% | -2.2% | +9.4% | +6.9% |
| 3M | +31.2% | -10.5% | +41.7% | +30.0% |
| 6M | +0.7% | -5.1% | +5.7% | +0.4% |
| YTD | -0.1% | +9.0% | -9.1% | -0.1% |
| 1Y | -10.7% | +8.2% | -19.0% | -8.1% |
| All | -10.7% | +7.5% | -18.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling